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RPIV: Residual Prediction Test for Well-Specification of Instrumental Variable Models
A test for the well-specification of the linear instrumental variable model. The test is based on trying to predict the residuals of a two-stage least-squares regression using a random forest. Details can be found in Scheidegger, Londschien and Bühlmann (2025) "A residual prediction test for the well-specification of linear instrumental variable models" <doi:10.48550/arXiv.2506.12771>.
Getting started
Browse package contents
Package details |
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| Author | Cyrill Scheidegger [aut, cre, cph] (ORCID: <https://orcid.org/0009-0005-2851-1384>) |
| Maintainer | Cyrill Scheidegger <cyrill.scheidegger@stat.math.ethz.ch> |
| License | GPL (>= 3) |
| Version | 1.0.0 |
| URL | https://github.com/cyrillsch/RPIV |
| Package repository | View on CRAN |
| Installation |
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